+20.3%
SM vs WCC
+506.2%
-485.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.4% |
| 7D | -0.2% | +6.8% | -7.0% | -4.5% |
| 30D | +20.3% | -3.0% | +23.3% | +21.8% |
| 3M | +22.9% | +0.2% | +22.7% | +17.9% |
| 6M | +47.8% | +33.2% | +14.7% | +11.2% |
| YTD | +107.5% | +45.8% | +61.6% | +44.2% |
| 1Y | +51.7% | +68.4% | -16.6% | -6.8% |
| 3Y | -0.9% | +131.1% | -132.0% | -58.1% |
| 5Y | +112.2% | +225.6% | -113.4% | -43.0% |
| 10Y | +20.3% | +534.2% | -513.8% | -83.1% |
| All | +20.3% | +506.2% | -485.9% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling